1 code implementation • 13 Apr 2024 • Erhan Bayraktar, Asaf Cohen, April Nellis
We calibrate the distribution of LP characteristics based on Uniswap data and the equilibrium strategy resulting from this mean-field game produces pool exchange rate dynamics and liquidity evolution consistent with observed pool behavior.
1 code implementation • 8 Mar 2024 • Asaf Cohen, Mathieu Laurière, Ethan Zell
This paper proposes and analyzes two neural network methods to solve the master equation for finite-state mean field games (MFGs).
no code implementations • 21 Dec 2022 • Asaf Cohen, Vijay G. Subramanian, Yili Zhang
We show that the algorithm achieves an $O(1)$ regret when all optimal thresholds with full information are non-zero, and achieves an $O(\ln^{1+\epsilon}(N))$ regret for any specified $\epsilon>0$, in the case that an optimal threshold with full information is $0$ (i. e., an optimal policy is to reject all arrivals), where $N$ is the number of arrivals.
no code implementations • 27 Nov 2019 • Itay Lieder, Meirav Segal, Eran Avidan, Asaf Cohen, Tom Hope
For sales and marketing organizations within large enterprises, identifying and understanding new markets, customers and partners is a key challenge.
no code implementations • 15 Aug 2015 • Shachar Siboni, Asaf Cohen
We evaluate the algorithm on real-world network traces, showing how a universal, low complexity C&C identification system can be built, with high detection rates and low false-alarm probabilities.
Cryptography and Security